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I am looking for data sets that contain individual sales data (e.g. the amounts paid by each customer at the cash register of a particular supermarket, or the amounts paid in 10,000 ebay transactions on a given day, or anything like that), without any aggregation. No covariates are required as I am principally interested in the distribution of these values. Pointers to existing data sets in the public domain will be greatly appreciated.

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I haven't looked through the data so it may not be relevant but here: http://www.infochimps.com/datasets/debit-cards-number-transactions-and-volume-2000-to-2005-and-proj

These are all transactions taking place on debit cards. The format is rather off but you can read about that there.

Hope this helps!

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@ Fergus -- thank you for the pointer. – Hans Engler Jul 15 '11 at 16:51
No problem. Hope it was relevant. – Fergus Barker Jul 17 '11 at 6:00

The 2010 UCSD data mining contest has a training data set with transaction data from 130K customers. There are several hundred transactions (amount in whole dollars only, no other data) per customer. While the accompanying information is very sparse, it is fairly clear from the dataset where the transactions are recorded.

http://mill.ucsd.edu/

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